+1,714.9%
NXPI vs MDLZ
+350.4%
+1,364.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.1% |
| 7D | +0.7% | 0.0% | +0.6% | +0.6% |
| 30D | -6.6% | -1.6% | -5.0% | -5.9% |
| 3M | -25.4% | +0.9% | -26.3% | -27.0% |
| 6M | +11.9% | +7.3% | +4.6% | +5.9% |
| YTD | +4.0% | +16.4% | -12.4% | -6.9% |
| 1Y | +1.0% | +3.0% | -1.9% | -3.1% |
| 3Y | +16.3% | -3.7% | +20.0% | +12.3% |
| 5Y | +17.7% | +15.6% | +2.1% | -0.7% |
| 10Y | +195.8% | +79.0% | +116.9% | +83.8% |
| All | +1,714.9% | +350.4% | +1,364.5% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling